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Time Series Regressions with Weak Trends

In: NONLINEAR TRENDING TIME SERIES Theory and Practice

Author

Listed:
  • Li Chen
  • Jiti Gao
  • Farshid Vahid

Abstract

In a typical trending regression model, a time series is regressed against one or more other trending time series. The strength of a trend varies depending on its growth rate over time. Specifically, a stronger trend tends to grow faster toward infinity compared to a relatively weaker one. In particular, a strong trend denotes the category of trends that expand to infinity over time, while a weak trend is bounded that does not diverge to infinity and behaves like a slowly and smoothly moving mean…

Suggested Citation

  • Li Chen & Jiti Gao & Farshid Vahid, 2024. "Time Series Regressions with Weak Trends," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 3, pages 79-117, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811293351_0003
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    More about this item

    Keywords

    Econometrics; Time Series; Time Series Analysis; Time Trend; Deterministic Trend; Stochastic Trend; Nonlinear Time Series; Nonlinear Models; Trending Time Series; Nonparametric Models; Semiparametric Models; Climate Change; Climate Change Econometrics; Strong Trend; Weak Trend; Common Trend; Statistical Tests;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics

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